timeseries.entropyrate.lwo estimates the specific entropy rate using a plug-in, leave-window-out estimator.
1 | timeseries.entropyrate.lwo(x, pred.dens, half.window.length = 1)
|
x |
The scalar time series. |
pred.dens |
The npcdens-based predictive density used to estimate the specific entropy rate. |
half.window.length |
The half-length of the window about the present removed in estimating the specific entropy rate. |
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